pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

https://github.com/alkaline-ml/pmdarima

Science Score: 44.0%

This score indicates how likely this project is to be science-related based on various indicators:

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CITATION.cff file
Found CITATION.cff file
✓
codemeta.json file
Found codemeta.json file
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.zenodo.json file
Found .zenodo.json file
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DOI references
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Scientific vocabulary similarity
Low similarity (16.3%) to scientific vocabulary

Keywords

arima econometrics forecasting forecasting-models machine-learning pmdarima python sarimax time-series

Last synced: 6 months ago · JSON representation ·

Repository

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

Basic Info

Host: GitHub
Owner: alkaline-ml
License: mit
Language: Python
Default Branch: master
Homepage: https://www.alkaline-ml.com/pmdarima
Size: 77.4 MB

Statistics

Stars: 1,668
Watchers: 36
Forks: 247
Open Issues: 73
Releases: 44

Topics

arima econometrics forecasting forecasting-models machine-learning pmdarima python sarimax time-series

Created almost 9 years ago · Last pushed over 1 year ago

Metadata Files

Readme Contributing Funding License Code of conduct Citation Authors

pmdarima

Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time series analysis capabilities. This includes:

The equivalent of R's auto.arima functionality
A collection of statistical tests of stationarity and seasonality
Time series utilities, such as differencing and inverse differencing
Numerous endogenous and exogenous transformers and featurizers, including Box-Cox and Fourier transformations
Seasonal time series decompositions
Cross-validation utilities
A rich collection of built-in time series datasets for prototyping and examples
Scikit-learn-esque pipelines to consolidate your estimators and promote productionization

Pmdarima wraps statsmodels under the hood, but is designed with an interface that's familiar to users coming from a scikit-learn background.

Installation

pip

Pmdarima has binary and source distributions for Windows, Mac and Linux (manylinux) on pypi under the package name pmdarima and can be downloaded via pip:

bash pip install pmdarima

conda

Pmdarima also has Mac and Linux builds available via conda and can be installed like so:

bash conda config --add channels conda-forge conda config --set channel_priority strict conda install pmdarima

Note: We do not maintain our own Conda binaries, they are maintained at https://github.com/conda-forge/pmdarima-feedstock. See that repo for further documentation on working with Pmdarima on Conda.

Quickstart Examples

Fitting a simple auto-ARIMA on the wineind dataset:

```python import pmdarima as pm from pmdarima.modelselection import traintest_split import numpy as np import matplotlib.pyplot as plt

Load/split your data

y = pm.datasets.loadwineind() train, test = traintestsplit(y, trainsize=150)

Fit your model

model = pm.auto_arima(train, seasonal=True, m=12)

make your forecasts

forecasts = model.predict(test.shape[0]) # predict N steps into the future

Visualize the forecasts (blue=train, green=forecasts)

x = np.arange(y.shape[0]) plt.plot(x[:150], train, c='blue') plt.plot(x[150:], forecasts, c='green') plt.show() ```

Wineind example

Fitting a more complex pipeline on the sunspots dataset, serializing it, and then loading it from disk to make predictions:

```python import pmdarima as pm from pmdarima.modelselection import traintest_split from pmdarima.pipeline import Pipeline from pmdarima.preprocessing import BoxCoxEndogTransformer import pickle

Load/split your data

y = pm.datasets.loadsunspots() train, test = traintestsplit(y, trainsize=2700)

Define and fit your pipeline

pipeline = Pipeline([ ('boxcox', BoxCoxEndogTransformer(lmbda2=1e-6)), # lmbda2 avoids negative values ('arima', pm.AutoARIMA(seasonal=True, m=12, suppress_warnings=True, trace=True)) ])

pipeline.fit(train)

Serialize your model just like you would in scikit:

with open('model.pkl', 'wb') as pkl: pickle.dump(pipeline, pkl)

Load it and make predictions seamlessly:

with open('model.pkl', 'rb') as pkl: mod = pickle.load(pkl) print(mod.predict(15))

[25.20580375 25.05573898 24.4263037 23.56766793 22.67463049 21.82231043

21.04061069 20.33693017 19.70906027 19.1509862 18.6555793 18.21577243

17.8250318 17.47750614 17.16803394]

```

Availability

pmdarima is available on PyPi in pre-built Wheel files for Python 3.9+ for the following platforms:

Mac (64-bit)
Linux (64-bit manylinux)
Windows (64-bit)
- 32-bit wheels are available for pmdarima versions below 2.0.0 and Python versions below 3.10

If a wheel doesn't exist for your platform, you can still pip install and it will build from the source distribution tarball, however you'll need cython>=0.29 and gcc (Mac/Linux) or MinGW (Windows) in order to build the package from source.

Note that legacy versions (<1.0.0) are available under the name "pyramid-arima" and can be pip installed via:

```bash

Legacy warning:

$ pip install pyramid-arima

python -c 'import pyramid;'

```

However, this is not recommended.

Documentation

All of your questions and more (including examples and guides) can be answered by the pmdarima documentation. If not, always feel free to file an issue.

Owner

Name: alkaline-ml
Login: alkaline-ml
Kind: organization
Location: Plano, TX

Website: alkaline-ml.com
Repositories: 3
Profile: https://github.com/alkaline-ml

Citation (CITATION.cff)

cff-version: 1.2.0
message: "If you would like to include pmdarima in your published work, please cite it as follows"
authors:
- family-names: "Smith"
  given-names: "Taylor G."
keywords:
  - python
  - "machine learning"
  - "time series"
  - econometrics
  - forecasting
  - arima
  - "forecasting models"
  - sarimax
title: "pmdarima"
version: 2.0.4
date-released: 2023-10-23
license: MIT
repository-artifact: https://pypi.org/project/pmdarima
repository-code: https://github.com/alkaline-ml/pmdarima

GitHub Events

Total

Issues event: 6
Watch event: 77
Delete event: 2
Issue comment event: 36
Push event: 14
Pull request review comment event: 5
Pull request event: 5
Pull request review event: 5
Fork event: 10
Create event: 1

Last Year

Issues event: 6
Watch event: 77
Delete event: 2
Issue comment event: 36
Push event: 14
Pull request review comment event: 5
Pull request event: 5
Pull request review event: 5
Fork event: 10
Create event: 1

Committers

Last synced: 9 months ago

All Time

Total Commits: 862
Total Committers: 22
Avg Commits per committer: 39.182
Development Distribution Score (DDS): 0.273

Past Year

Commits: 3
Committers: 1
Avg Commits per committer: 3.0
Development Distribution Score (DDS): 0.0

Top Committers

Name	Email	Commits
Taylor Smith	t**1@g**m	627
Aaron Smith	a**h@g**m	118
charlesdrotar	d**s@y**m	64
Aaron Smith	a**h@t**m	14
Christopher Siewert	c**t@l**a	12
Krishna Sunkara	k**a@a**m	6
Gary Foreman	g**n@M**l	3
Charles Ross	c**y@m**m	2
Max Klein	t**n@h**m	2
Ryan Russell	r****l	2
Anne DeCusatis	a****s	1
Chris Mahoney	4****o	1
Felix Hildén	f**n@g**m	1
Mohit Munjal	m**7@g**m	1
Tian Wang	w**2@g**m	1
ad1729	a****9	1
adubpak	4****k	1
codeananda	5****a	1
Steven Hoelscher	s**o@z**m	1
Lucas Schiefelbein	c**e@L**l	1
drxyzw	h**0@g**m	1
tuomijal	j**n@g**m	1

Committer Domains (Top 20 + Academic)

zillowgroup.com: 1 mac.com: 1 aexp.com: 1 live.ca: 1 talroo.com: 1

Issues and Pull Requests

Last synced: 6 months ago

All Time

Total issues: 94
Total pull requests: 52
Average time to close issues: about 1 month
Average time to close pull requests: about 1 month
Total issue authors: 87
Total pull request authors: 11
Average comments per issue: 2.83
Average comments per pull request: 0.62
Merged pull requests: 42
Bot issues: 0
Bot pull requests: 2

Past Year

Issues: 8
Pull requests: 2
Average time to close issues: about 1 hour
Average time to close pull requests: about 1 month
Issue authors: 8
Pull request authors: 2
Average comments per issue: 2.25
Average comments per pull request: 0.0
Merged pull requests: 1
Bot issues: 0
Bot pull requests: 0

View more stats

Top Authors

Issue Authors

theabc50111 (2)
dilwong (2)
BaklazhenkoNikita (2)
pmoriano (2)
pmgh2345 (2)
tobiasderoos (2)
RichardFrno (1)
harupy (1)
eyalshafran (1)
jayc-stripe (1)
XJTLUmedia (1)
joshi-abhishek (1)
fkiraly (1)
nate-thomas-pillpack (1)
VasudevTA (1)

Pull Request Authors

aaronreidsmith (40)
tgsmith61591 (6)
dependabot[bot] (2)
fnhirwa (2)
ryanrussell (2)
chrimaho (2)
keyork (1)
anne-decusatis (1)
odidev (1)
Ujjwal-code-py (1)
codeananda (1)

Top Labels

Issue Labels

:beetle: : bug (34) :grey_question: : question (31) feature request (13) :information_source: : more info needed (2) v2.0.0 (2) python 3.12 (2) good first issue (1) awaiting-op (1) :confused: : cannot replicate (1) enhancement (1) help wanted (1) duplicate (1) wontfix (1)

Pull Request Labels

doc (7) cicd (6) hold (3) dependency-issue (3) v2.0.0 (2) maintenance (2) python (2) feature request (1) :beetle: :hammer: : bug-fix (1)

Packages

Total packages: 4
Total downloads:
- pypi 6,144,450 last-month
Total docker downloads: 66,118

Total dependent packages: 58
(may contain duplicates)
Total dependent repositories: 835
(may contain duplicates)
Total versions: 72
Total maintainers: 2

pypi.org: pmdarima

Python's forecast::auto.arima equivalent

Homepage: http://alkaline-ml.com/pmdarima
Documentation: http://alkaline-ml.com/pmdarima
License: MIT
Latest release: 2.0.4
published over 2 years ago

Versions: 27
Dependent Packages: 50
Dependent Repositories: 819
Downloads: 6,144,450 Last month
Docker Downloads: 66,118

Rankings

Downloads: 0.2%

Dependent packages count: 0.3%

Dependent repos count: 0.4%

Docker downloads count: 0.8%

Average: 1.2%

Stargazers count: 1.8%

Forks count: 3.4%

Maintainers (2)

tgsmith61591.gh arsmith

Last synced: 6 months ago

proxy.golang.org: github.com/alkaline-ml/pmdarima

Documentation: https://pkg.go.dev/github.com/alkaline-ml/pmdarima#section-documentation
License: mit
Latest release: v2.0.4+incompatible
published over 2 years ago

Versions: 33
Dependent Packages: 0
Dependent Repositories: 0

Rankings

Dependent packages count: 5.4%

Average: 5.6%

Dependent repos count: 5.8%

Last synced: 6 months ago

conda-forge.org: pmdarima

Homepage: https://github.com/alkaline-ml/pmdarima
License: MIT
Latest release: 2.0.1
published over 3 years ago

Versions: 9
Dependent Packages: 5
Dependent Repositories: 8

Rankings

Dependent packages count: 10.4%

Stargazers count: 10.9%

Average: 11.3%

Forks count: 11.9%

Dependent repos count: 12.1%

Last synced: 6 months ago

anaconda.org: pmdarima

Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time series analysis capabilities.

Homepage: https://github.com/alkaline-ml/pmdarima
License: MIT
Latest release: 2.0.4
published almost 2 years ago

Versions: 3
Dependent Packages: 3
Dependent Repositories: 8

Rankings

Stargazers count: 20.6%

Dependent packages count: 21.5%

Forks count: 21.8%

Average: 25.8%

Dependent repos count: 39.4%

Last synced: 6 months ago

Dependencies

.github/workflows/badges.yml actions

actions/checkout master composite
actions/setup-python v2 composite

.github/workflows/build_and_deploy.yml actions

actions/checkout master composite
actions/setup-python v3 composite
docker/setup-qemu-action v1 composite

.github/workflows/nightly_cron.yml actions

8398a7/action-slack v3 composite
actions/checkout master composite
actions/setup-python v3 composite
actions/setup-python v2 composite

.github/workflows/test_tagging.yml actions

actions/checkout master composite
actions/setup-python v2 composite

build_tools/build_requirements.txt pypi

cython >=0.29,
matplotlib *
numpy ==1.21.6
numpy ==1.23.2
numpy ==1.21.2
numpy ==1.22.3
pandas >=0.19
patsy *
pytest *
pytest-benchmark *
pytest-mpl *
readme_renderer *
scikit-learn >=0.22
scipy ==1.5.4
scipy ==1.5.3
scipy ==1.7.2
scipy ==1.3.2
scipy ==1.9.3
setuptools >=38.6.0,
statsmodels >=0.11,
twine >=1.13.0
urllib3 *
wheel *

requirements.txt pypi

Cython >=0.29,
joblib >=0.11
numpy >=1.21.2
pandas >=0.19
scikit-learn >=0.22
scipy >=1.3.2
setuptools >=38.6.0,
statsmodels >=0.13.2
urllib3 *

pmdarima

Science Score: 44.0%

Keywords

Repository

Basic Info

Statistics

Topics

Metadata Files

README.md

pmdarima

Installation

pip

conda

Quickstart Examples

Load/split your data

Fit your model

make your forecasts

Visualize the forecasts (blue=train, green=forecasts)

Load/split your data

Define and fit your pipeline

Serialize your model just like you would in scikit:

Load it and make predictions seamlessly:

[25.20580375 25.05573898 24.4263037 23.56766793 22.67463049 21.82231043

21.04061069 20.33693017 19.70906027 19.1509862 18.6555793 18.21577243

17.8250318 17.47750614 17.16803394]

Availability

Legacy warning:

python -c 'import pyramid;'

Documentation

Owner

Citation (CITATION.cff)

GitHub Events

Total

Last Year

Committers

All Time

Past Year

Top Committers

Committer Domains (Top 20 + Academic)

Issues and Pull Requests

All Time

Past Year

Top Authors

Issue Authors

Pull Request Authors

Top Labels

Issue Labels

Pull Request Labels

Packages

pypi.org: pmdarima

Rankings

Maintainers (2)

proxy.golang.org: github.com/alkaline-ml/pmdarima

Rankings

conda-forge.org: pmdarima

Rankings

anaconda.org: pmdarima

Rankings

Dependencies